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Goldman Sachs Call 160 DB1 21.06..../  DE000GK7JJ53  /

EUWAX
2024-06-14  10:49:48 AM Chg.-0.45 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.18EUR -17.11% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 160.00 - 2024-06-21 Call
 

Master data

WKN: GK7JJ5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-07-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.23
Implied volatility: 1.43
Historic volatility: 0.16
Parity: 2.23
Time value: 0.45
Break-even: 186.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 3.34
Spread abs.: 0.50
Spread %: 23.04%
Delta: 0.79
Theta: -0.81
Omega: 5.39
Rho: 0.02
 

Quote data

Open: 2.18
High: 2.18
Low: 2.18
Previous Close: 2.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.14%
1 Month
  -5.22%
3 Months
  -26.35%
YTD
  -26.35%
1 Year
  -8.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.78 2.18
1M High / 1M Low: 3.00 1.78
6M High / 6M Low: 3.55 1.78
High (YTD): 2024-02-29 3.55
Low (YTD): 2024-05-29 1.78
52W High: 2024-02-29 3.55
52W Low: 2023-10-27 0.90
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.80
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   141.53%
Volatility 6M:   99.61%
Volatility 1Y:   100.13%
Volatility 3Y:   -